Assessing Chaos in Time Series: Statistical Aspects and Perspectives

DOI10.2202/1558-3708.1215zbMath1081.91587OpenAlexW2047168209MaRDI QIDQ3368342

Rodolfo Rosa, Simone Giannerini

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1215

zbMATH Keywords

chaosLyapunov exponentsNonlinear time seriesresampling methodsnonparametric techniques

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms ⋮ Reconstructing nonlinear structure in regression residuals ⋮ A SIR forced model with interplays with the external world and periodic internal contact interplays

Uses Software

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